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Fingerprint Dive into the research topics where Jacek Niklewski is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Business & Economics

Diversification
Portfolio management
Financial crisis
Investment horizon
Africa
Multivariate GARCH
Index funds
Price changes
House prices
Costs
Stock selection
GARCH modeling
Corporate Social Responsibility
Option theory
Housing market
International portfolio diversification
Natural resources
Stock index
Emerging markets
GJR-GARCH Model
Asymmetric volatility
Interest rates
Euro zone
Portfolio diversification
Modeling
Generalized autoregressive conditional heteroscedasticity
International financial markets
Regional effects
Diversification benefits
Efficiency frontier
Contagion
Non-normality
Put option
Option prices
Managers
Equity
Mortgage rates
Hedging
Investors
Factors
Confidence set
Testing
Financial markets
Propensity
Normal distribution
Asymmetry
Market returns
Stock market returns
Volatility asymmetry
Proxy variables